Anic Equity

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Total return since start: 0.554 %

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Equity now: -----------------------------> 47470.83 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46072.84 Kr

PnL: ---------------------------------------> -815.73 Kr

DD now: ---------------------------------> -2.383 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-27 16:47:25.245298'

Anic Portfolio

This Week

Return: -0.893 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 55.453 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	50	-0.160000	3105.000000	178.000000	6.080000	2927.000000
HEBA B	70	1.260000	2807.000000	171.000000	6.490000	2636.000010
HMS Networks	2	-0.460000	787.200000	114.200000	16.970000	673.000000
Nordea Bank Abp	29	0.900000	3514.800000	60.800000	1.760000	3453.999992
Samhällsbyggnadsbo. i Norden B	20	4.570000	407.600000	52.600000	14.820000	355.000000
MedCap	2	0.430000	465.000000	44.000000	10.450000	421.000000
Corem Property Group B	59	2.660000	614.780000	37.780000	6.550000	576.999999
Resurs Holding	22	2.630000	609.400000	35.400000	6.170000	573.999998
SAAB B	8	-1.000000	3408.800000	31.800000	0.940000	3377.000000
Swedbank A	3	2.400000	589.650000	25.650000	4.550000	564.000000
AcadeMedia	12	0.080000	579.120000	22.120000	3.970000	557.000004
Boozt	12	0.220000	1675.200000	21.200000	1.280000	1653.999996
Intrum	4	0.110000	545.400000	18.400000	3.490000	527.000000
OEM International B	7	0.000000	546.000000	18.000000	3.410000	527.999997
Securitas B	6	1.960000	587.400000	17.400000	3.050000	570.000000
Eastnine	4	0.480000	506.400000	15.400000	3.140000	491.000000
Samhällsbyggnadsbo. i Norden D	12	3.990000	256.560000	10.560000	4.290000	246.000000
Norva24 Group	16	-0.120000	553.280000	10.280000	1.890000	543.000000
Fastighetsbolag. Emilshus Pref	21	-0.730000	571.200000	9.200000	1.640000	562.000005
Coor Service Management Hold.	8	0.900000	540.400000	8.400000	1.580000	532.000000
Creaspac SPAC	6	0.520000	583.800000	6.800000	1.180000	577.000002
Karnov Group	9	0.170000	540.900000	4.900000	0.910000	536.000004
Handelsbanken A	5	0.230000	541.250000	-4.750000	-0.870000	546.000000
International Petroleum Corp.	5	4.440000	576.500000	-18.070000	-3.040000	594.565215
Midsona B	63	-0.670000	564.480000	-18.520000	-3.180000	582.999984
CTEK	13	-4.210000	508.300000	-25.700000	-4.810000	533.999999
Essity B	2	-2.480000	535.600000	-38.400000	-6.690000	574.000000
Vivesto	1368	0.000000	554.040000	-58.960000	-9.620000	612.999432
Essity A	4	-2.190000	1074.000000	-75.000000	-6.530000	1149.000000
Sampo Oyj SDB	7	0.370000	3773.000000	-77.000000	-2.000000	3850.000000
Fasadgruppen Group	35	1.550000	3668.000000	-143.000000	-3.750000	3810.999990
Beijer Electronics Group	26	-0.370000	2792.400000	-178.600000	-6.010000	2971.000006
OX2	18	1.780000	1443.600000	-220.400000	-13.250000	1663.999992
Axfood	13	0.450000	3484.000000	-272.000000	-7.240000	3756.000001
Ovzon	52	0.000000	2776.800000	-585.200000	-17.410000	3361.999992
TOTAL			46086.860000	-801.710000	-2.3546%	46888.564618

Updated:

'2023-01-27 16:47:09.797722'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.